the eight dimensions
A tour of the eight factors that every ticker is reduced to: regime, momentum, earnings proximity, liquidity, IV rank, catalyst density, sector strength, narrative freshness.
Long-form methodology. Every factor, every weight, every decision has a post that explains why — and a backtest that justifies it.
A tour of the eight factors that every ticker is reduced to: regime, momentum, earnings proximity, liquidity, IV rank, catalyst density, sector strength, narrative freshness.
Why the FRED-based regime factor was pulled and what the SPY/QQQ/VIX reformulation did to forward-return correlation.
The project thesis, in one post. Why the site exists and what it will and won't do.